المؤلفون: Serhat Sezen, Emrah İsmail Çevik

المصدر: Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Vol 11, Iss 1, Pp 19-50 (2024)

مصطلحات موضوعية: yayılma etkisi, garch modeller, hong nedensellik testi, Social Sciences, Social sciences (General), H1-99

وصف الملف: electronic resource

Relation: https://dergipark.org.tr/tr/pub/makuiibf/issue/83898/1097493; https://doaj.org/toc/2149-1658

URL الوصول: https://doaj.org/article/03b494cb6c644533842d04a373a544dd

المؤلفون: Çevik, Emrah İsmail, Sezen, Serhat

المصدر: Volume: 21, Issue: 4 2023-2042
Gaziantep Üniversitesi Sosyal Bilimler Dergisi
Gaziantep University Journal of Social Sciences

مصطلحات موضوعية: Hisse Senedi Piyasaları, Economics, Hong Nedensellik Testi, Business Finance, GARCH Modeller, Stock Markets, GARCH Models, Hong Causality Test, İşletme Finans, İktisat

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::049893cfac304e4b3c34d319e1746187
https://dergipark.org.tr/tr/pub/jss/issue/73087/1137227

المؤلفون: ŞENCAN, İsmail

المصدر: Volume: 6, Issue: 1 1-18
Econder International Academic Journal

مصطلحات موضوعية: Economics, CIVETS,Stock Markets,Co-movement,Volatilite Spillover,Multivariate GARCH Models, CIVETS,Pay Senedi Piyasaları,Ortak Hareket,Volatilite Yayılımı,Çok Değişkenli GARCH Modeller, İktisat

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=tubitakulakb::79f187fb7f978e8266577f6d4f5b92ea
https://dergipark.org.tr/tr/pub/econder/issue/70783/943472

المؤلفون: Prastorfer, Andreas

مصطلحات موضوعية: Risk Management, Matematik, Normal Copulas, Elliptiska fördelningar, GARCH model, Conditional Value-at-Risk, Extremvärdes teori, Riskbidrag, Elliptical Distribution, GARCH modeller, Normal-copula, Portfolio Optimization, Coherent Distortion Riks Measures, Extreme Value Theory, Koherenta distortionsriskmått, Riskhantering, Risk Contributions, Portföljoptimering, Mathematics

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::95bdd553166628badc86d28e8d20a050
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382

عناروين إضافية: Utvärdering av DCC-GARCH

مصطلحات الفهرس: Multivariate GARCH, DCC-GARCH, Conditional Correlation, Forecasting, Flerdimensionella GARCH-modeller, Betingad Korrelation, Prognoser, Other Mathematics, Annan matematik, Student thesis, info:eu-repo/semantics/bachelorThesis, text

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-337181
TRITA-SCI-GRU ; 2021:412

عناروين إضافية: Utvärdering av DCC-GARCH

مصطلحات الفهرس: Multivariate GARCH, DCC-GARCH, Conditional Correlation, Forecasting, Flerdimensionella GARCH-modeller, Betingad Korrelation, Prognoser, Other Mathematics, Annan matematik, Student thesis, info:eu-repo/semantics/bachelorThesis, text

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-337181
TRITA-SCI-GRU ; 2021:412

عناروين إضافية: Simuleringsbaserad portföljoptimering med koherenta distortionsriskmått

مصطلحات الفهرس: Risk Management, Portfolio Optimization, Conditional Value-at-Risk, Coherent Distortion Riks Measures, Elliptical Distribution, GARCH model, Normal Copulas, Extreme Value Theory, Risk Contributions, Riskhantering, Portföljoptimering, Koherenta distortionsriskmått, Elliptiska fördelningar, GARCH modeller, Normal-copula, Extremvärdes teori, Riskbidrag, Mathematics, Matematik, Student thesis, info:eu-repo/semantics/bachelorThesis, text

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382
TRITA-SCI-GRU ; 2020:005

عناروين إضافية: Simuleringsbaserad portföljoptimering med koherenta distortionsriskmått

مصطلحات الفهرس: Risk Management, Portfolio Optimization, Conditional Value-at-Risk, Coherent Distortion Riks Measures, Elliptical Distribution, GARCH model, Normal Copulas, Extreme Value Theory, Risk Contributions, Riskhantering, Portföljoptimering, Koherenta distortionsriskmått, Elliptiska fördelningar, GARCH modeller, Normal-copula, Extremvärdes teori, Riskbidrag, Mathematics, Matematik, Student thesis, info:eu-repo/semantics/bachelorThesis, text

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382
TRITA-SCI-GRU ; 2020:005